Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
CANADIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CAD 100,000)
CFTC Code #090741 Open Interest is 99,262
Positions
3,148 60,553 615 8,292 7,754 360 40,184 12,359 998 5,008 1,258 10 40,647 15,355
Changes from: July 27, 2010 Total Change is: 14,141
-830 9,172 -128 -624 -470 134 12,983 5,398 0 -787 966 -88 3,481 -843
Percent of Open Interest Represented by Each Category of Trader
3.2 61.0 0.6 8.4 7.8 0.4 40.5 12.5 1.0 5.0 1.3 0.0 40.9 15.5
Number of Traders in Each Category Total Traders: 70
. 12 . . . . 28 12 6 7 . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
SWISS FRANC - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF CHF 125,000)
CFTC Code #092741 Open Interest is 57,976
Positions
13,493 44,705 893 2,095 434 488 25,526 2,592 51 0 435 0 15,430 8,378
Changes from: July 27, 2010 Total Change is: 2,254
-2,224 7,450 365 216 -4 81 4,845 -5,365 17 -634 0 0 -412 -290
Percent of Open Interest Represented by Each Category of Trader
23.3 77.1 1.5 3.6 0.7 0.8 44.0 4.5 0.1 0.0 0.8 0.0 26.6 14.5
Number of Traders in Each Category Total Traders: 41
4 11 . . . . 19 . . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
BRITISH POUND STERLING - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF GBP 62,500)
CFTC Code #096742 Open Interest is 135,454
Positions
63,404 62,646 1,023 18,215 13,382 886 29,579 15,238 511 805 16,298 0 21,031 25,470
Changes from: July 27, 2010 Total Change is: 12,884
-8,397 14,509 226 1,490 -166 314 14,233 -240 -27 305 -760 0 4,740 -972
Percent of Open Interest Represented by Each Category of Trader
46.8 46.2 0.8 13.4 9.9 0.7 21.8 11.2 0.4 0.6 12.0 0.0 15.5 18.8
Number of Traders in Each Category Total Traders: 87
9 13 . 6 11 . 24 17 7 . 6 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
JAPANESE YEN - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF JPY 12,500,000)
CFTC Code #097741 Open Interest is 133,870
Positions
7,078 85,108 1,858 34,323 8,869 1,314 57,738 6,938 83 1,499 1,628 0 29,977 28,072
Changes from: July 27, 2010 Total Change is: 9,275
-1 13,686 -987 -1,270 24 10 9,972 -3,162 -49 -359 -979 0 1,959 732
Percent of Open Interest Represented by Each Category of Trader
5.3 63.6 1.4 25.6 6.6 1.0 43.1 5.2 0.1 1.1 1.2 0.0 22.4 21.0
Number of Traders in Each Category Total Traders: 100
7 18 . 11 9 . 34 17 5 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
EURO FX - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF EUR 125,000)
CFTC Code #099741 Open Interest is 236,101
Positions
108,197 81,336 3,780 20,329 23,204 3,354 34,148 59,251 2,018 17,908 13,061 288 46,079 49,809
Changes from: July 27, 2010 Total Change is: 3,908
-2,248 10,835 -226 881 1,527 60 30 -8,733 527 2,076 1,300 1 2,807 -1,383
Percent of Open Interest Represented by Each Category of Trader
45.8 34.4 1.6 8.6 9.8 1.4 14.5 25.1 0.9 7.6 5.5 0.1 19.5 21.1
Number of Traders in Each Category Total Traders: 157
23 12 6 14 18 7 35 36 22 10 9 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
AUSTRALIAN DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF AUD 100,000)
CFTC Code #232741 Open Interest is 99,149
Positions
10,515 67,549 1,926 6,722 4,961 411 52,943 6,991 40 2,112 3,211 0 24,480 14,060
Changes from: July 27, 2010 Total Change is: 9,760
1,831 6,931 -146 2,062 -63 37 6,600 4,147 -17 -35 421 0 -572 -1,550
Percent of Open Interest Represented by Each Category of Trader
10.6 68.1 1.9 6.8 5.0 0.4 53.4 7.1 0.0 2.1 3.2 0.0 24.7 14.2
Number of Traders in Each Category Total Traders: 73
6 14 5 4 5 . 26 12 . . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSIAN RUBLE - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF RUB 2,500,000)
CFTC Code #089741 Open Interest is 33,266
Positions
3,462 21,528 7,640 0 0 0 8,567 325 3,063 4,629 20 602 5,303 88
Changes from: July 27, 2010 Total Change is: 1,156
-699 602 298 0 0 0 1,083 -30 297 149 0 0 28 -11
Percent of Open Interest Represented by Each Category of Trader
10.4 64.7 23.0 0.0 0.0 0.0 25.8 1.0 9.2 13.9 0.1 1.8 15.9 0.3
Number of Traders in Each Category Total Traders: 22
6 7 5 0 0 0 5 . . . . .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
MEXICAN PESO - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF MXN 500,000)
CFTC Code #095741 Open Interest is 92,249
Positions
8,434 77,274 275 17,668 245 517 58,285 8,070 153 1,152 4,611 0 5,765 1,104
Changes from: July 27, 2010 Total Change is: 12,040
170 13,059 0 482 0 236 11,058 -2,353 146 153 1,624 0 -205 -672
Percent of Open Interest Represented by Each Category of Trader
9.1 83.8 0.3 19.2 0.3 0.6 63.2 8.7 0.2 1.2 5.0 0.0 6.2 1.2
Number of Traders in Each Category Total Traders: 99
8 15 . 8 . . 37 17 . 4 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NEW ZEALAND DOLLAR - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF NZD 100,000)
CFTC Code #112741 Open Interest is 24,399
Positions
2,222 16,746 75 258 416 7 18,203 5,301 0 404 491 0 3,230 1,363
Changes from: July 27, 2010 Total Change is: 1,480
11 1,346 0 -609 316 7 1,950 -185 0 5 -209 0 116 205
Percent of Open Interest Represented by Each Category of Trader
9.1 68.6 0.3 1.1 1.7 0.0 74.6 21.7 0.0 1.7 2.0 0.0 13.2 5.6
Number of Traders in Each Category Total Traders: 39
. 12 . . . . 10 8 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DJIA Consolidated - CHICAGO BOARD OF TRADE ($10 X DJIA INDEX)
CFTC Code #12460+ Open Interest is 44,759
Positions
22,889 19,676 244 2,701 5,758 814 11,544 10,987 608 0 1,270 0 5,961 5,405
Changes from: July 27, 2010 Total Change is: 1,236
-976 3,322 36 -19 710 -29 2,830 -31 38 -110 128 0 -535 -2,940
Percent of Open Interest Represented by Each Category of Trader
51.1 44.0 0.5 6.0 12.9 1.8 25.8 24.5 1.4 0.0 2.8 0.0 13.3 12.1
Number of Traders in Each Category Total Traders: 88
15 18 . 4 5 . 33 11 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
DOW JONES INDUSTRIAL AVG- x $5 - CHICAGO BOARD OF TRADE ($5 X DJIA INDEX)
CFTC Code #124603 Open Interest is 89,518
Positions
45,778 39,351 487 5,402 11,515 1,627 23,087 21,973 1,215 0 2,540 0 11,922 10,810
Changes from: July 27, 2010 Total Change is: 2,471
-1,951 6,644 72 -38 1,420 -57 5,659 -61 76 -220 256 0 -1,070 -5,879
Percent of Open Interest Represented by Each Category of Trader
51.1 44.0 0.5 6.0 12.9 1.8 25.8 24.5 1.4 0.0 2.8 0.0 13.3 12.1
Number of Traders in Each Category Total Traders: 88
15 18 . 4 5 . 33 11 5 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 Consolidated - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #13874+ Open Interest is 865,807
Positions
62,864 229,690 54,246 426,131 154,923 58,146 73,031 194,231 29,208 15,967 25,972 242 145,972 119,149
Changes from: July 27, 2010 Total Change is: -2,280
-1,385 7,896 7,901 -10,398 -6,039 2,252 -1,264 -4,604 -6,020 1,616 155 -21 5,039 -3,799
Percent of Open Interest Represented by Each Category of Trader
7.3 26.5 6.3 49.2 17.9 6.7 8.4 22.4 3.4 1.8 3.0 0.0 16.9 13.8
Number of Traders in Each Category Total Traders: 506
29 52 19 111 63 64 82 131 61 17 21 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 500 INDEX X $250.00)
CFTC Code #138741 Open Interest is 316,750
Positions
32,074 126,838 8,649 158,568 41,491 8,959 23,916 47,382 1,506 7,368 11,167 0 75,710 70,758
Changes from: July 27, 2010 Total Change is: 4,754
3,895 9,840 644 -2,667 -271 1,174 -747 -3,849 -1 20 -579 0 2,436 -2,204
Percent of Open Interest Represented by Each Category of Trader
10.1 40.0 2.7 50.1 13.1 2.8 7.6 15.0 0.5 2.3 3.5 0.0 23.9 22.3
Number of Traders in Each Category Total Traders: 129
10 21 6 36 15 17 15 26 9 . 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 500 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE ($50 X S&P 500 INDEX)
CFTC Code #13874A Open Interest is 2,745,286
Positions
226,979 587,288 154,956 1,353,761 583,107 229,988 349,906 838,576 34,179 42,995 74,023 1,212 351,310 241,957
Changes from: July 27, 2010 Total Change is: -35,168
1,537 18,217 8,350 -31,825 -22,012 -1,440 -22,110 -23,298 -10,572 7,982 3,670 -107 13,017 -7,976
Percent of Open Interest Represented by Each Category of Trader
8.3 21.4 5.6 49.3 21.2 8.4 12.7 30.5 1.2 1.6 2.7 0.0 12.8 8.8
Number of Traders in Each Category Total Traders: 467
29 49 12 91 57 53 83 124 46 15 19 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI S&P 400 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (S&P 400 INDEX X $100)
CFTC Code #33874A Open Interest is 87,222
Positions
4,553 17,073 3,948 52,197 44,375 3,759 12,365 13,523 0 0 0 0 10,400 4,544
Changes from: July 27, 2010 Total Change is: -1,593
562 -1,280 581 -3,467 175 209 278 -1,493 -163 -202 0 0 609 378
Percent of Open Interest Represented by Each Category of Trader
5.2 19.6 4.5 59.8 50.9 4.3 14.2 15.5 0.0 0.0 0.0 0.0 11.9 5.2
Number of Traders in Each Category Total Traders: 84
4 10 . 35 12 10 15 8 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 Consolidated - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #20974+ Open Interest is 83,508
Positions
21,873 21,383 7,795 16,229 22,109 3,398 20,328 14,523 2,275 1,171 6,654 0 10,439 5,372
Changes from: July 27, 2010 Total Change is: 5,303
-3,179 2,482 3,127 -1,780 1,372 170 5,897 -780 177 133 -378 0 759 -868
Percent of Open Interest Represented by Each Category of Trader
26.2 25.6 9.3 19.4 26.5 4.1 24.3 17.4 2.7 1.4 8.0 0.0 12.5 6.4
Number of Traders in Each Category Total Traders: 213
21 22 9 31 22 12 53 43 13 13 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 INDEX X $100)
CFTC Code #209741 Open Interest is 13,949
Positions
4,670 8,399 492 1,284 485 0 1,846 881 0 0 2,497 0 5,657 1,195
Changes from: July 27, 2010 Total Change is: 530
-246 492 246 -106 0 -188 738 0 0 0 0 0 86 -20
Percent of Open Interest Represented by Each Category of Trader
33.5 60.2 3.5 9.2 3.5 0.0 13.2 6.3 0.0 0.0 17.9 0.0 40.6 8.6
Number of Traders in Each Category Total Traders: 23
5 8 . . . 0 . . 0 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NASDAQ-100 STOCK INDEX (MINI) - CHICAGO MERCANTILE EXCHANGE (NASDAQ 100 STOCK INDEX X $20)
CFTC Code #209742 Open Interest is 347,797
Positions
119,487 98,392 3,043 74,726 108,122 16,990 102,368 78,165 1,419 5,853 20,783 0 23,911 20,883
Changes from: July 27, 2010 Total Change is: 23,865
-476 24,142 212 -8,368 6,862 1,789 28,981 -711 -2,300 663 -1,888 0 3,364 -4,241
Percent of Open Interest Represented by Each Category of Trader
34.4 28.3 0.9 21.5 31.1 4.9 29.4 22.5 0.4 1.7 6.0 0.0 6.9 6.0
Number of Traders in Each Category Total Traders: 209
21 21 . 29 21 12 54 42 10 13 8 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
RUSSELL 2000 MINI INDEX FUTURE - ICE FUTURES U.S. (RUSSELL 2000 INDEX X $100.00)
CFTC Code #23977A Open Interest is 418,518
Positions
185,988 61,540 7,249 144,886 149,426 20,598 36,984 148,236 5,049 1,489 8,778 82 16,193 17,560
Changes from: July 27, 2010 Total Change is: 4,686
-1,973 8,765 -878 1,356 1,911 2,169 4,007 -84 -3,487 197 -847 -437 3,732 -2,426
Percent of Open Interest Represented by Each Category of Trader
44.4 14.7 1.7 34.6 35.7 4.9 8.8 35.4 1.2 0.4 2.1 0.0 3.9 4.2
Number of Traders in Each Category Total Traders: 238
17 20 7 53 43 23 27 68 17 . 7 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X $5.00)
CFTC Code #240741 Open Interest is 31,950
Positions
8,920 8,697 154 9,372 947 155 3,043 4,334 0 400 1,397 0 9,906 16,266
Changes from: July 27, 2010 Total Change is: 1,351
543 607 -90 -481 -201 -28 -407 143 0 -214 -86 0 2,028 1,006
Percent of Open Interest Represented by Each Category of Trader
27.9 27.2 0.5 29.3 3.0 0.5 9.5 13.6 0.0 1.3 4.4 0.0 31.0 50.9
Number of Traders in Each Category Total Traders: 49
14 9 . 8 . . 5 7 0 . . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
NIKKEI STOCK AVERAGE YEN DENOM - CHICAGO MERCANTILE EXCHANGE (NIKKEI INDEX X JPY 500)
CFTC Code #240743 Open Interest is 50,048
Positions
29,932 14,552 1,685 6,649 2,649 377 3,319 8,623 557 0 224 0 7,529 21,381
Changes from: July 27, 2010 Total Change is: 2,045
1,807 766 -538 31 59 -58 985 463 -421 0 -351 0 239 2,125
Percent of Open Interest Represented by Each Category of Trader
59.8 29.1 3.4 13.3 5.3 0.8 6.6 17.2 1.1 0.0 0.4 0.0 15.0 42.7
Number of Traders in Each Category Total Traders: 55
13 9 . 7 . . 7 15 . 0 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EAFE - CHICAGO MERCANTILE EXCHANGE (MSCI EAFE INDEX X $50)
CFTC Code #244741 Open Interest is 31,315
Positions
0 361 0 21,660 23,343 3,251 2,839 2,081 0 0 0 0 3,565 2,279
Changes from: July 27, 2010 Total Change is: -2,213
0 -669 0 -3,918 -596 -185 1,387 -70 0 0 -265 0 503 -428
Percent of Open Interest Represented by Each Category of Trader
0.0 1.2 0.0 69.2 74.5 10.4 9.1 6.6 0.0 0.0 0.0 0.0 11.4 7.3
Number of Traders in Each Category Total Traders: 39
0 . 0 17 12 8 6 . 0 0 0 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
E-MINI MSCI EMERGING MARKETS - CHICAGO MERCANTILE EXCHANGE (MSCI INDEX X $50)
CFTC Code #244742 Open Interest is 27,104
Positions
1,475 9,285 0 13,407 2,535 921 3,541 12,408 0 2,001 204 0 5,759 1,751
Changes from: July 27, 2010 Total Change is: -123
-8 -18 0 -780 -245 -103 4 292 -24 35 0 0 753 -25
Percent of Open Interest Represented by Each Category of Trader
5.4 34.3 0.0 49.5 9.4 3.4 13.1 45.8 0.0 7.4 0.8 0.0 21.2 6.5
Number of Traders in Each Category Total Traders: 41
. 6 0 14 4 5 6 . 0 4 . 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020601 Open Interest is 692,587
Positions
19,166 165,586 3,394 359,695 143,536 64,245 65,172 165,763 10,831 31,466 36,854 1,841 136,777 100,537
Changes from: July 27, 2010 Total Change is: 997
-4,445 13,717 215 -7,724 -10,300 11,127 9,122 13,593 -1,040 3,522 -6,257 1,840 -11,620 -21,898
Percent of Open Interest Represented by Each Category of Trader
2.8 23.9 0.5 51.9 20.7 9.3 9.4 23.9 1.6 4.5 5.3 0.3 19.7 14.5
Number of Traders in Each Category Total Traders: 154
6 23 6 42 27 30 23 20 13 8 5 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
-----------------------------------------------------------------------------------------------------------------------------------------------------------
LONG-TERM U.S. TREASURY BONDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #020604 Open Interest is 165,684
Positions
2,036 82,145 1,695 102,838 1,469 7,826 8,480 54,892 507 0 0 0 42,302 17,150
Changes from: July 27, 2010 Total Change is: 7,202
0 1,483 -101 3,365 -310 735 4,095 6,635 181 0 0 0 -1,073 -1,421
Percent of Open Interest Represented by Each Category of Trader
1.2 49.6 1.0 62.1 0.9 4.7 5.1 33.1 0.3 0.0 0.0 0.0 25.5 10.4
Number of Traders in Each Category Total Traders: 37
. 7 . 16 . 8 . 10 . 0 0 0
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Traders in Financial Futures- Futures Only Positions as of August 3, 2010
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Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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2-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $200,000 FACE VALUE)
CFTC Code #042601 Open Interest is 800,398
Positions
32,359 86,936 12,667 310,161 207,922 91,393 211,325 136,667 27,807 26,192 149,313 4,673 83,821 83,020
Changes from: July 27, 2010 Total Change is: -942
-4,026 -8,005 1,923 3,324 15,573 -10,023 24,967 -316 7,601 -6,339 21,403 750 -19,119 -29,848
Percent of Open Interest Represented by Each Category of Trader
4.0 10.9 1.6 38.8 26.0 11.4 26.4 17.1 3.5 3.3 18.7 0.6 10.5 10.4
Number of Traders in Each Category Total Traders: 222
11 31 8 32 48 36 30 34 16 7 29 5
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Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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10-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #043602 Open Interest is 1,807,891
Positions
66,194 327,358 45,376 1,004,773 393,980 182,612 171,751 522,480 36,238 71,856 49,943 10,368 218,723 239,536
Changes from: July 27, 2010 Total Change is: -24,082
-13,891 21,103 5,571 42,099 -41,294 -12,682 -11,843 71,479 7,466 24,311 -3,921 1,181 -66,294 -72,985
Percent of Open Interest Represented by Each Category of Trader
3.7 18.1 2.5 55.6 21.8 10.1 9.5 28.9 2.0 4.0 2.8 0.6 12.1 13.2
Number of Traders in Each Category Total Traders: 250
22 35 13 36 50 48 28 65 41 7 7 .
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Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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5-YEAR U.S. TREASURY NOTES - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000 FACE VALUE)
CFTC Code #044601 Open Interest is 1,017,266
Positions
28,034 196,543 20,950 330,531 289,932 133,269 266,737 79,989 24,156 37,697 44,893 544 175,348 226,990
Changes from: July 27, 2010 Total Change is: 79,124
-1,597 41,666 10,539 41,039 26,170 6,432 48,664 17,212 10,468 -6,013 -15,456 308 -30,716 -18,215
Percent of Open Interest Represented by Each Category of Trader
2.8 19.3 2.1 32.5 28.5 13.1 26.2 7.9 2.4 3.7 4.4 0.1 17.2 22.3
Number of Traders in Each Category Total Traders: 159
7 24 7 22 38 39 27 25 19 7 9 .
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Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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30-DAY FEDERAL FUNDS - CHICAGO BOARD OF TRADE (CONTRACTS OF $5,000,000)
CFTC Code #045601 Open Interest is 588,561
Positions
126,318 263,408 183,964 20,203 3,150 1,158 151,907 16,338 57,746 4,601 2,329 779 41,885 59,689
Changes from: July 27, 2010 Total Change is: -44,034
-4,697 -15,909 -18,883 5,854 1,143 -543 -17,129 -1,163 -367 -3,109 -488 17 -5,177 -7,841
Percent of Open Interest Represented by Each Category of Trader
21.5 44.8 31.3 3.4 0.5 0.2 25.8 2.8 9.8 0.8 0.4 0.1 7.1 10.1
Number of Traders in Each Category Total Traders: 109
22 27 38 4 . . 28 15 34 . . .
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Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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3-MONTH EURODOLLARS - CHICAGO MERCANTILE EXCHANGE (CONTRACTS OF $1,000,000)
CFTC Code #132741 Open Interest is 7,823,460
Positions
1,849,689 3,073,958 1,430,365 1,027,324 276,871 107,621 1,281,967 619,578 979,141 172,523 307,078 46,472 928,358 982,376
Changes from: July 27, 2010 Total Change is: 50,988
100,080 41,146 -57,803 -47,419 22,292 -10,737 25,541 4,796 35,365 -10,613 9,343 -15,164 31,738 21,750
Percent of Open Interest Represented by Each Category of Trader
23.6 39.3 18.3 13.1 3.5 1.4 16.4 7.9 12.5 2.2 3.9 0.6 11.9 12.6
Number of Traders in Each Category Total Traders: 262
37 59 88 8 13 15 59 55 78 7 15 10
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Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 10YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #246602 Open Interest is 13,831
Positions
6,128 8,046 570 1,043 1,762 401 1,589 2,207 156 3,800 666 0 144 23
Changes from: July 27, 2010 Total Change is: 1,211
509 903 432 -53 27 -13 434 0 0 0 5 0 -98 -143
Percent of Open Interest Represented by Each Category of Trader
44.3 58.2 4.1 7.5 12.7 2.9 11.5 16.0 1.1 27.5 4.8 0.0 1.0 0.2
Number of Traders in Each Category Total Traders: 35
4 4 . . 6 . 6 6 . . 5 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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INTEREST RATE SWAPS 5YR - CHICAGO BOARD OF TRADE (CONTRACTS OF $100,000)
CFTC Code #247602 Open Interest is 38,591
Positions
35,034 23,023 0 1,249 945 77 1,958 7,771 20 0 6,694 0 253 61
Changes from: July 27, 2010 Total Change is: 3,609
5,341 4,471 0 -51 -146 0 -1,651 -807 0 0 112 0 -30 -21
Percent of Open Interest Represented by Each Category of Trader
90.8 59.7 0.0 3.2 2.4 0.2 5.1 20.1 0.1 0.0 17.3 0.0 0.7 0.2
Number of Traders in Each Category Total Traders: 30
. 5 0 . 4 . 7 6 . 0 4 0
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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U.S. DOLLAR INDEX - ICE FUTURES U.S. (U.S. DOLLAR INDEX X $1000)
CFTC Code #098662 Open Interest is 22,911
Positions
9,632 15,185 0 84 135 839 6,650 2,748 732 914 919 4 4,056 2,349
Changes from: July 27, 2010 Total Change is: 354
-491 -116 0 -6 85 11 263 -301 200 414 197 0 -37 278
Percent of Open Interest Represented by Each Category of Trader
42.0 66.3 0.0 0.4 0.6 3.7 29.0 12.0 3.2 4.0 4.0 0.0 17.7 10.3
Number of Traders in Each Category Total Traders: 60
7 . 0 . . . 20 15 4 7 4 .
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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VIX FUTURES - CBOE FUTURES EXCHANGE ($1000 X INDEX)
CFTC Code #1170E1 Open Interest is 93,493
Positions
63,018 31,238 12,368 916 0 0 0 31,085 3,580 596 1,184 0 13,015 14,038
Changes from: July 27, 2010 Total Change is: 8,667
6,125 2,901 809 716 0 0 -1,185 1,997 883 101 250 0 1,218 1,827
Percent of Open Interest Represented by Each Category of Trader
67.4 33.4 13.2 1.0 0.0 0.0 0.0 33.2 3.8 0.6 1.3 0.0 13.9 15.0
Number of Traders in Each Category Total Traders: 42
. 12 9 . 0 0 0 22 14 . . 0
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Traders in Financial Futures- Futures Only Positions as of August 3, 2010
-----------------------------------------------------------------------------------------------------------------------------------------------------------
Dealer : Asset Manager/ : Leveraged : Other : Nonreportable :
Intermediary : Institutional : Funds : Reportables : Positions :
Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short : Spreading: Long : Short :
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S&P GSCI COMMODITY INDEX - CHICAGO MERCANTILE EXCHANGE (GSCI X $250)
CFTC Code #256741 Open Interest is 15,996
Positions
801 13,808 0 11,252 0 21 2,709 1,218 3 0 0 0 1,210 946
Changes from: July 27, 2010 Total Change is: -5
-170 322 -1 -40 -279 21 72 -111 3 0 0 0 110 40
Percent of Open Interest Represented by Each Category of Trader
5.0 86.3 0.0 70.3 0.0 0.1 16.9 7.6 0.0 0.0 0.0 0.0 7.6 5.9
Number of Traders in Each Category Total Traders: 24
. . 0 9 0 . 7 4 . 0 0 0
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Updated August 6, 2010